Mean-Squared Error Estimation for Linear Systems with Block Circulant Uncertainty

DOI10.1137/050643696zbMath1154.90007OpenAlexW2050721242MaRDI QIDQ3516124

Aharon Ben-Tal, Amir Beck, Yonina C. Eldar

Publication date: 1 August 2008

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c70f2a942b00fc364de4b2cd40963455e173b28c

zbMATH Keywords

semidefinite programmingrobust optimizationminimax estimatorblock circulant structure

Mathematics Subject Classification ID

Semidefinite programming (90C22) Applications of mathematical programming (90C90)

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Uses Software

• Regularization tools
• SeDuMi